1 Washington Park 1074
Newark, NJ 07102-1895
United States
http://https://sites.rutgers.edu/jian-yang
Rutgers University, Business School, Department of Management Science and Information Systems
Opaque Selling, Strategic Buyers, Rational Expectations, Inventory Management, Comparative Statics, Win-win Outcome
Inventory; Demand Censoring; Ambiguity; Regret; Fixed Setup Costs
Multi-armed Bandit, Switching Cost, Ambiguity, Regret Analysis
Joint Inventory-price Control; Fixed Setup Cost; Adaptive Policy; Regret Bound; Learning while Doing
Geometric Brownian Motion, Stopping Time, Snell's Envelope, Execution Boundaries, Discrete-time Approximation, Backward Induction
Coalitional Game, Weak Core, Partition, Stability, Comparative Statics, Risk Aversion
Joint Inventory-price Control, Fixed Setup Cost, (sSp) Policy, Ambiguity, Adaptive Policy, Regret Analysis
Opaque Selling, Replenishment Policy, Rationing Policy, Pricing Policy
Nonatomic Game, Incomplete Information, General Preference, Ambiguity Attitude, Equilibrium Notions, Finite-game Approximation JEL Code: C72, D81
Combinatorial Optimization Problem; Complexity; Traveling Salesman Problem
Markov Process, Coherent Risk Measure, Dual Presentation, Semi-derivative, Partition, Differential Equation, Cumulant Generating Function
Offline Learning and Optimization for Multi-product Inventory Management with Stockout-based Substitution
multi-product inventory, substitution, censored data, demand estimation
Stochastic Control, Base-stock Policy, Mean Repulsion, Mean Reversion, Discrete-time Approximation, Monotone Trends, Geometric Brownian Motion
Multi-armed Bandit, Thompson Sampling, Two Tails, Gaussian-indexed Policies, Regret Analysis, Empirical Studies